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"Pricing multi-asset American option under Heston-CIR diffusion model with ..."

Farshid Mehrdoust, Somayeh Fallah, Oldouz Samimi (2021)

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DOI: 10.1080/03610918.2019.1620275

access: closed

type: Journal Article

metadata version: 2021-12-03

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Farshid Mehrdoust, Somayeh Fallah, Oldouz Samimi:
Pricing multi-asset American option under Heston-CIR diffusion model with jumps. Commun. Stat. Simul. Comput. 50(11): 3182-3193 (2021)

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